Definition 2.2 (Rényi divergence [1]}) 

Let \(P,Q\)  be probability measures over a measurable space \((\Omega , \Sigma )\) . Then we define
the \(\alpha \) -Rényi divergence between \(P,Q\)  as
\( H_{\alpha } \left( P \Vert Q \right) = \frac{1}{\alpha -1} \ln \int _{\Omega } P(x)^{\alpha } Q(x)^{1-\alpha }dx. \) 

